They are both given a patch of forest and told there is a rabbit there that they must find.
The CIA spends millions of dollars on informants among the other woodland animals. They set up fancy equipment and video cameras. They invent a new rabbit detector. After a week of trying they can't find the rabbit and announce that there never was a rabbit.
The KGB sends two men into the forest. They emerge 15 minutes later with a bear that's been beat to shit. The bear is bleeding and looks like it has a broken leg. The bear stands up and says in perfect Russian "I am the rabbit."
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